+305.6%
WM vs CNH
+162.8%
+142.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -1.9% |
| 7D | -0.3% | +23.3% | -23.6% | -3.8% |
| 30D | -2.4% | +33.5% | -35.8% | -7.2% |
| 3M | +0.4% | +32.7% | -32.3% | -4.7% |
| 6M | -9.5% | +22.2% | -31.7% | -13.3% |
| YTD | +0.5% | +57.7% | -57.2% | -8.3% |
| 1Y | -1.1% | +28.0% | -29.1% | -6.5% |
| 3Y | +46.0% | +11.5% | +34.5% | +38.7% |
| 5Y | +51.8% | +11.9% | +40.0% | +40.3% |
| All | +305.6% | +162.8% | +142.8% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling